Two things about steam locos. Firstly they can be complex and thus very high poly models which means they eat a lot of the systems processing power, have you tried models from a few different creators as the poly counts may vary quite a lot. Secondly, smoke effects (which includes steam effects) can have a big impact on framerates, with some locos you can cut the smoke and steam by unticking the "Full Steam Effects" checkbox (in surveyor select the stock tab the wheel icon, and then the (?) button and click on the loco). Another way would be to edit a copy, AKA clone (not the the original which should remain unaltered) of the loco in Content Manager to "turn down" the steam effects, a bit tricky if you are new to Trainz !
Enjoy.